Order Status on Cash on Delivery

When someone put an order, the 1st status is Processing & it is not normal. The steps must me On Hold, Processing & Completed/Cancelled. It is not normal for a client to recive directly an email with the message. Your order is in Processing. Before the update, this was the order. Now, after the update, the order is directly Processing & Completed/Cancelled.

The client must recive the email, after i see his order & put it in Processing status.